I think you had a problem because the path to the drawing B inside drawing A was not absolute, but relative - ..\PP_02.DWG as I see on screenshot. You was able to see B drawing in A drawing, because they were in the same folder, but you were not be able to see drawing B, when you attached drawing A to D. When you open drawing D, AutoCAD starts to look for all drawings according to the paths, and it was not able to find drawing B in the indicated path - ..\